NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
106.65 |
108.41 |
1.76 |
1.7% |
102.61 |
| High |
109.51 |
109.87 |
0.36 |
0.3% |
104.71 |
| Low |
106.05 |
106.93 |
0.88 |
0.8% |
98.20 |
| Close |
108.61 |
108.26 |
-0.35 |
-0.3% |
104.59 |
| Range |
3.46 |
2.94 |
-0.52 |
-15.0% |
6.51 |
| ATR |
3.09 |
3.08 |
-0.01 |
-0.3% |
0.00 |
| Volume |
15,159 |
15,764 |
605 |
4.0% |
61,294 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.17 |
115.66 |
109.88 |
|
| R3 |
114.23 |
112.72 |
109.07 |
|
| R2 |
111.29 |
111.29 |
108.80 |
|
| R1 |
109.78 |
109.78 |
108.53 |
109.07 |
| PP |
108.35 |
108.35 |
108.35 |
108.00 |
| S1 |
106.84 |
106.84 |
107.99 |
106.13 |
| S2 |
105.41 |
105.41 |
107.72 |
|
| S3 |
102.47 |
103.90 |
107.45 |
|
| S4 |
99.53 |
100.96 |
106.64 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.03 |
119.82 |
108.17 |
|
| R3 |
115.52 |
113.31 |
106.38 |
|
| R2 |
109.01 |
109.01 |
105.78 |
|
| R1 |
106.80 |
106.80 |
105.19 |
107.91 |
| PP |
102.50 |
102.50 |
102.50 |
103.05 |
| S1 |
100.29 |
100.29 |
103.99 |
101.40 |
| S2 |
95.99 |
95.99 |
103.40 |
|
| S3 |
89.48 |
93.78 |
102.80 |
|
| S4 |
82.97 |
87.27 |
101.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.87 |
102.24 |
7.63 |
7.0% |
2.76 |
2.5% |
79% |
True |
False |
13,825 |
| 10 |
109.87 |
98.20 |
11.67 |
10.8% |
3.32 |
3.1% |
86% |
True |
False |
12,875 |
| 20 |
109.87 |
97.33 |
12.54 |
11.6% |
3.36 |
3.1% |
87% |
True |
False |
11,637 |
| 40 |
109.87 |
93.34 |
16.53 |
15.3% |
2.81 |
2.6% |
90% |
True |
False |
8,869 |
| 60 |
109.87 |
84.33 |
25.54 |
23.6% |
2.48 |
2.3% |
94% |
True |
False |
7,110 |
| 80 |
109.87 |
84.33 |
25.54 |
23.6% |
2.14 |
2.0% |
94% |
True |
False |
5,803 |
| 100 |
109.87 |
84.33 |
25.54 |
23.6% |
2.00 |
1.8% |
94% |
True |
False |
4,868 |
| 120 |
109.87 |
80.08 |
29.79 |
27.5% |
1.69 |
1.6% |
95% |
True |
False |
4,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.37 |
|
2.618 |
117.57 |
|
1.618 |
114.63 |
|
1.000 |
112.81 |
|
0.618 |
111.69 |
|
HIGH |
109.87 |
|
0.618 |
108.75 |
|
0.500 |
108.40 |
|
0.382 |
108.05 |
|
LOW |
106.93 |
|
0.618 |
105.11 |
|
1.000 |
103.99 |
|
1.618 |
102.17 |
|
2.618 |
99.23 |
|
4.250 |
94.44 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.40 |
108.12 |
| PP |
108.35 |
107.97 |
| S1 |
108.31 |
107.83 |
|